TSNANNearestNeighborPropagation {VLTimeCausality}

TSNANNearestNeighborPropagation

Description

TSNANNearestNeighborPropagation is a function that fills NA values with nearest real values in the past ( or future if the first position of time series is NA), for time series X.

Usage

TSNANNearestNeighborPropagation(X)

Arguments

X

is a T-by-D matrix numerical time series

Value

This function returns a list of following relation variables below.

Xout

is a T-by-D matrix numerical time series that all NAN have been filled with nearest real values.

Examples

# Load example data

z<-1:20
z[2:5]<-NA
z<-TSNANNearestNeighborPropagation(z)